Anic Equity

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Total return since start: 0.566 %

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Equity now: -----------------------------> 47823.15 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46428.25 Kr

PnL: ---------------------------------------> -460.32 Kr

DD now: ---------------------------------> -1.659 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-18 11:44:12.048803'

Anic Portfolio

Today

Return: 0.234 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

This Week

Return: 0.609 %

Total

Return: 56.561 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
HEBA B	70	-3.290000	2775.500000	139.500000	5.290000	2636.000010
Beijer Electronics Group	26	-0.170000	3099.200000	128.200000	4.320000	2971.000006
Samhällsbyggnadsbo. i Norden B	20	-0.920000	430.000000	75.000000	21.130000	355.000000
Corem Property Group B	59	-2.670000	644.870000	67.870000	11.760000	576.999999
Boozt	12	0.000000	1706.400000	52.400000	3.170000	1653.999996
SAAB B	8	1.010000	3428.800000	51.800000	1.530000	3377.000000
HMS Networks	2	-0.610000	715.200000	42.200000	6.270000	673.000000
OEM International B	7	0.250000	557.200000	29.200000	5.530000	527.999997
FM Mattsson Mora Group B	50	-0.670000	2950.000000	23.000000	0.790000	2927.000000
Intrum	4	0.330000	548.000000	21.000000	3.980000	527.000000
MedCap	2	-0.680000	437.000000	16.000000	3.800000	421.000000
Fastighetsbolag. Emilshus Pref	21	0.000000	577.500000	15.500000	2.760000	562.000005
Coor Service Management Hold.	8	-0.290000	545.200000	13.200000	2.480000	532.000000
Eastnine	4	-0.320000	504.000000	13.000000	2.650000	491.000000
Samhällsbyggnadsbo. i Norden D	12	-1.110000	256.800000	10.800000	4.390000	246.000000
Norva24 Group	16	1.530000	550.400000	7.400000	1.360000	543.000000
AcadeMedia	12	0.260000	562.080000	5.080000	0.910000	557.000004
Resurs Holding	22	0.040000	578.820000	4.820000	0.840000	573.999998
Karnov Group	9	-1.970000	537.300000	1.300000	0.240000	536.000004
Swedbank A	3	1.100000	565.200000	1.200000	0.210000	564.000000
Creaspac SPAC	6	-0.310000	576.600000	-0.400000	-0.070000	577.000002
Essity B	2	-1.280000	572.600000	-1.400000	-0.240000	574.000000
Handelsbanken A	5	-0.050000	543.750000	-2.250000	-0.410000	546.000000
Securitas B	6	-0.360000	567.360000	-2.640000	-0.460000	570.000000
Essity A	4	-1.890000	1144.000000	-5.000000	-0.440000	1149.000000
Midsona B	63	-1.080000	577.080000	-5.920000	-1.020000	582.999984
CTEK	13	0.700000	526.500000	-7.500000	-1.400000	533.999999
Nordea Bank Abp	29	-0.100000	3445.780000	-8.220000	-0.240000	3453.999992
International Petroleum Corp.	5	2.120000	554.500000	-40.070000	-6.740000	594.565215
Vivesto	1368	1.960000	569.910000	-43.090000	-7.030000	612.999432
Sampo Oyj SDB	7	-0.190000	3773.000000	-77.000000	-2.000000	3850.000000
OX2	18	1.720000	1539.900000	-124.100000	-7.460000	1663.999992
Axfood	13	-0.220000	3580.200000	-175.800000	-4.680000	3756.000001
Ovzon	52	4.070000	3057.600000	-304.400000	-9.050000	3361.999992
Fasadgruppen Group	35	-0.810000	3430.000000	-381.000000	-10.000000	3810.999990
TOTAL			46428.250000	-460.320000	-1.65894%	46888.564618

Updated:

'2023-01-18 11:44:24.551862'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.